Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MFWJX (MFS GLOBAL TOTAL RETURN FUND R4) | 7.95% | 0.44% | 3.64% | 0.91% | 3.03% | 4.78% | 4.45% | 4.44% |
Data as of 08/01/2025, AR inception is 04/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFWJX (MFS GLOBAL TOTAL RETURN FUND R4) | 04/07/2005 | 08/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.84 | 0.44 | 3.64 | 0.91 | 3.03 | 4.78 | 4.45 | 4.44 | 7.95 | -2.07 | 8.44 | -12.92 | -0.23 | 3.87 | 18.51 | -6.97 | 15.46 | 5.59 | -1.30 | 3.67 | 16.34 | 11.24 | 2.40 | 8.65 | 14.61 | -15.33 | 8.76 | 17.05 | -5.87 |
| Sharpe Ratio | NA | -0.24 | 0.03 | -0.10 | 0.15 | NA | NA | 0.29 | 1.11 | -0.89 | 0.53 | -1.06 | -0.02 | 0.19 | 2.96 | -1.06 | 4.03 | 0.67 | -0.17 | 0.64 | 2.44 | 1.46 | 0.17 | 0.80 | 0.90 | -0.78 | 0.71 | 1.80 | -0.82 |
| Standard Deviation(%) | NA | 11.14 | 10.29 | 10.71 | 10.44 | NA | NA | 11.06 | 9.94 | 9.76 | 8.04 | 13.57 | 10.71 | 19.19 | 5.77 | 7.83 | 3.70 | 8.02 | 7.94 | 5.67 | 6.69 | 7.75 | 13.53 | 10.74 | 16.20 | 20.71 | 8.18 | 7.71 | 12.36 |
| Draw Down(%) | NA | 13.79 | 13.79 | 26.15 | 26.15 | NA | NA | 33.04 | 7.63 | 11.63 | 8.62 | 20.23 | 10.24 | 23.34 | 2.57 | 13.12 | 1.08 | 5.28 | 8.07 | 5.77 | 4.44 | 6.09 | 10.48 | 9.96 | 18.99 | 28.58 | 4.97 | 6.98 | 8.93 |
| Yield(%) | 0.00 | 1.81 | 1.67 | 1.57 | 2.63 | 3.29 | 3.59 | 3.58 | 0.28 | 2.47 | 2.14 | 0.23 | 1.72 | 2.00 | 5.26 | 3.23 | 3.06 | 1.44 | 4.31 | 3.45 | 2.30 | 1.93 | 3.03 | 3.30 | 2.22 | 5.26 | 10.57 | 9.61 | 0.00 |
Data as of 08/01/2025, AR inception is 04/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFWJX (MFS GLOBAL TOTAL RETURN FUND R4) |
-4.27%
Sep 2019 - Sep 2022 |
-1.01%
Sep 2017 - Sep 2022 |
2.25%
Oct 2013 - Oct 2023 |
3.27%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFWJX (MFS GLOBAL TOTAL RETURN FUND R4) |
16.29%
Feb 2009 - Feb 2012 |
14.52%
Feb 2009 - Feb 2014 |
9.16%
Feb 2009 - Feb 2019 |
6.60%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart